+92.0%
MCD vs ELAN
-24.0%
+116.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +1.6% | -4.4% | -3.0% |
| 30D | -6.0% | -6.6% | +0.5% | -5.4% |
| 3M | -5.6% | -0.8% | -4.7% | -5.8% |
| 6M | -21.9% | +0.2% | -22.1% | -22.5% |
| YTD | -14.7% | +8.3% | -23.0% | -16.4% |
| 1Y | -17.3% | +40.2% | -57.5% | -22.0% |
| 3Y | -2.2% | +97.7% | -99.9% | -16.4% |
| 5Y | +20.3% | -28.3% | +48.5% | +29.6% |
| All | +92.0% | -24.0% | +116.0% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling